| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
139.79 |
139.92 |
0.13 |
0.1% |
136.54 |
| High |
141.66 |
140.46 |
-1.20 |
-0.8% |
140.79 |
| Low |
139.63 |
139.46 |
-0.17 |
-0.1% |
135.94 |
| Close |
140.74 |
140.33 |
-0.41 |
-0.3% |
140.39 |
| Range |
2.03 |
1.00 |
-1.03 |
-50.7% |
4.85 |
| ATR |
1.50 |
1.48 |
-0.02 |
-1.0% |
0.00 |
| Volume |
138,779,438 |
121,027,164 |
-17,752,274 |
-12.8% |
719,157,523 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.08 |
142.71 |
140.88 |
|
| R3 |
142.08 |
141.71 |
140.61 |
|
| R2 |
141.08 |
141.08 |
140.51 |
|
| R1 |
140.71 |
140.71 |
140.42 |
140.90 |
| PP |
140.08 |
140.08 |
140.08 |
140.18 |
| S1 |
139.71 |
139.71 |
140.24 |
139.90 |
| S2 |
139.08 |
139.08 |
140.15 |
|
| S3 |
138.08 |
138.71 |
140.06 |
|
| S4 |
137.08 |
137.71 |
139.78 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.59 |
151.84 |
143.06 |
|
| R3 |
148.74 |
146.99 |
141.72 |
|
| R2 |
143.89 |
143.89 |
141.28 |
|
| R1 |
142.14 |
142.14 |
140.83 |
143.02 |
| PP |
139.04 |
139.04 |
139.04 |
139.48 |
| S1 |
137.29 |
137.29 |
139.95 |
138.17 |
| S2 |
134.19 |
134.19 |
139.50 |
|
| S3 |
129.34 |
132.44 |
139.06 |
|
| S4 |
124.49 |
127.59 |
137.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141.66 |
138.81 |
2.85 |
2.0% |
1.25 |
0.9% |
53% |
False |
False |
126,924,473 |
| 10 |
141.66 |
135.94 |
5.72 |
4.1% |
1.18 |
0.8% |
77% |
False |
False |
143,557,033 |
| 20 |
141.66 |
135.76 |
5.90 |
4.2% |
1.33 |
0.9% |
77% |
False |
False |
148,902,490 |
| 40 |
142.21 |
134.93 |
7.28 |
5.2% |
1.22 |
0.9% |
74% |
False |
False |
143,317,349 |
| 60 |
142.21 |
133.64 |
8.57 |
6.1% |
1.17 |
0.8% |
78% |
False |
False |
144,754,342 |
| 80 |
142.21 |
127.41 |
14.80 |
10.5% |
1.17 |
0.8% |
87% |
False |
False |
143,376,586 |
| 100 |
142.21 |
120.03 |
22.18 |
15.8% |
1.27 |
0.9% |
92% |
False |
False |
149,166,723 |
| 120 |
142.21 |
116.20 |
26.01 |
18.5% |
1.40 |
1.0% |
93% |
False |
False |
161,168,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.71 |
|
2.618 |
143.08 |
|
1.618 |
142.08 |
|
1.000 |
141.46 |
|
0.618 |
141.08 |
|
HIGH |
140.46 |
|
0.618 |
140.08 |
|
0.500 |
139.96 |
|
0.382 |
139.84 |
|
LOW |
139.46 |
|
0.618 |
138.84 |
|
1.000 |
138.46 |
|
1.618 |
137.84 |
|
2.618 |
136.84 |
|
4.250 |
135.21 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.21 |
140.56 |
| PP |
140.08 |
140.48 |
| S1 |
139.96 |
140.41 |
|